Keywords: primary, 60G70; secondary, 62H05Conditional independence; Exponent measure; Markov structure; Max-stable random vector; Möbius inversion
مقالات ISI (ترجمه نشده)
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Keywords: primary, 60G70; secondary, 60F05Extreme value distribution; Maximum; Expansion; Generalized gamma distribution
On idempotent DD-norms
Keywords: primary, 60G70; secondary, 60E99Multivariate extreme value theory; Max-stable distributions; Max-stable random vectors; DD-norm; Generator of DD-norm; Idempotent DD-norm; DD-norm track
On exceedances of high levels
Keywords: primary, 60G70; secondary, 60G55, 60E15Extreme values; Poisson cluster process; Compound Poisson approximation; Negative Binomial approximation; Total variation distance
Strong mixing properties of max-infinitely divisible random fields
Keywords: primary, 60G70; secondary, 60G10, 37A25Absolute regularity coefficient; Max-infinitely divisible random field; Max-stable random field; Central limit theorem for weakly dependent random field
Convergence to type I distribution of the extremes of sequences defined by random difference equation
Keywords: primary, 60G70; secondary, 60F05Random difference equation; Convergence in distribution; Extreme value
Local asymptotic normality in a stationary model for spatial extremes
Keywords: primary, 60G70; secondary, 62H11, 62G32, 62E20Extreme value analysis; Spatial extremes; Multivariate exceedances; Multivariate extreme value distribution; Multivariate generalized Pareto distribution; Local asymptotic normality; LAN; Regular estimator seq
The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
Keywords: primary, 60G70; secondary, 60G10Stationary sequences; Weak dependency
Meta densities and the shape of their sample clouds
Keywords: primary, 60G70; secondary, 60E05, 60D05Meta distribution; Sample clouds; Level sets; Limit shape; Multivariate extremes; Regular variation
Characterizations based on order statistics under sampling without replacement
Keywords: primary, 60G70; secondary, 62D05, 62E10Order statistics; Sampling without replacement; Characterization; Regression
Extreme value theory for stochastic integrals of Legendre polynomials
Keywords: primary, 60G70; secondary, 62J02, 62J12Extreme value asymptotics; Gaussian processes; Gumbel distribution; Legendre polynomials; Polynomial regression
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
Keywords: primary, 60G70; secondary, 60G15Gaussian fields; Rice formula; Euler–Poincaré characteristic; Distribution of the maximum; Density of the maximum; Random matrices